(at around 54 mins) Thor's "friend from work" line about The Incredible Hulk was suggested to Chris Hemsworth by a Make-A-Wish child who visited the set on the day the scene was filmed.
Director Taika Waititi said in an interview with MTV News: "I would say we improvised probably eighty percent of the film, or ad-libbed and threw in stuff."
Sir Anthony Hopkins had decided against returning as Odin, but upon reading the story, he changed his mind.
In the Marvel Comics Universe when a being becomes the last of its race, the being is imbued with immortality and that being becomes part of a new race called an Elder of the Universe. That means they can no longer die and hence are immortal. It is how the Universe protects the last of a kind in the Marvel Comics Universe. The Grandmaster and The Collector are two examples in the Marvel Comics Universe.
Before the sets created for Marvel's Doutor Estranho (2016) were demolished, director Taika Waititi took advantage of them by writing and filming a scene for this movie featuring Thor meeting Dr. Stephen Strange. Marvel and Doctor Strange (2016) director Scott Derrickson felt the scene was "kind of perfect" to show Strange joining the wider Marvel Cinematic Universe after his stand-alone introduction in that movie, so the scene appeared during the end credits of Doctor Strange (2016).
Matt Damon: (at around 10 mins) The actor portraying Loki in a play honoring the God of Mischief's apparent self-sacrifice in Thor: O Mundo Sombrio (2013). Damon also played an archangel named Loki in Dogma (1999).
Stan Lee: (at around 51 mins) Executive producer and co-creator of Thor and The Incredible Hulk appears as the barber who cuts Thor's hair.
Sam Neill: (at around 10 minutes) The actor playing Odin in a play honoring the God of Mischief's apparent self-sacrifice in Thor: O Mundo Sombrio (2013). Neill previously worked with Taika Waititi on A Incrível Aventura de Rick Baker (2016).